<!DOCTYPE html>
<body>
<html>
<select id="test" size="8">
</select>
<script>
  var optgroup = document.createElement("optgroup");
  optgroup.setAttribute('label', 'An optgroup');
  var option = document.createElement("option");
  var optionText = document.createTextNode("An option");
  option.appendChild(optionText);
  var select = document.getElementById("test");

  select.appendChild(optgroup);
  optgroup.appendChild(option);
</script>
</body>
</html>
